+164.8%
PANW vs IVV
+77.0%
+87.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | +2.0% | -0.4% | +2.4% | +2.5% |
| 30D | -13.0% | -1.4% | -11.6% | -11.4% |
| 3M | +28.6% | +3.7% | +24.9% | +23.4% |
| 6M | +103.0% | +13.0% | +89.9% | +75.4% |
| YTD | +81.9% | +12.4% | +69.5% | +58.0% |
| 1Y | +69.6% | +18.6% | +51.0% | +38.0% |
| All | +164.8% | +77.0% | +87.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling